COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, March 31, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 140,318: 27,706 28,725 12,453 85,393 86,815 125,552 127,993: 14,766 12,325 Old : 105,403: 24,186 27,147 5,248 64,623 62,641 94,057 95,036: 11,346 10,367 Other: 34,915: 9,874 7,932 851 20,770 24,174 31,495 32,957: 3,420 1,958 : : : : : Changes in Commitments from: March 24, 2009 : : 2,766: -393 -5,489 954 1,849 8,069 2,410 3,534: 356 -768 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.7 20.5 8.9 60.9 61.9 89.5 91.2: 10.5 8.8 Old : 100.0: 22.9 25.8 5.0 61.3 59.4 89.2 90.2: 10.8 9.8 Other: 100.0: 28.3 22.7 2.4 59.5 69.2 90.2 94.4: 9.8 5.6 : : : :# Traders : Number of Traders in Each Category : All : 210: 65 67 47 57 54 157 138: Old : 205: 68 64 35 48 45 140 123: Other: 106: 29 27 11 30 32 64 66: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.5 30.7 37.9 43.0 20.8 22.1 32.9 33.2 Old : 27.7 30.7 45.1 45.3 24.3 22.0 38.0 35.8 Other: 34.4 45.7 51.5 59.3 34.4 45.1 50.9 58.4 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, March 31, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 15,000 POUNDS) : : : : All : 27,145: 9,328 7,120 1,092 13,184 16,252 23,604 24,464: 3,541 2,681 Old : 26,763: 9,328 7,120 1,087 12,814 15,876 23,229 24,083: 3,534 2,680 Other: 382: 5 5 0 370 376 375 381: 7 1 : : : : : Changes in Commitments from: March 24, 2009 : : -114: 39 -1,026 41 -250 854 -170 -131: 56 17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.4 26.2 4.0 48.6 59.9 87.0 90.1: 13.0 9.9 Old : 100.0: 34.9 26.6 4.1 47.9 59.3 86.8 90.0: 13.2 10.0 Other: 100.0: 1.3 1.3 0.0 96.9 98.4 98.2 99.7: 1.8 0.3 : : : :# Traders : Number of Traders in Each Category : All : 103: 36 36 16 26 11 72 55: Old : 103: 36 36 15 25 11 71 54: Other: 10: 2 1 0 5 4 7 5: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.6 59.8 40.0 69.5 24.5 56.8 39.9 66.2 Old : 24.9 60.4 40.2 70.0 24.8 58.2 40.1 67.8 Other: 96.6 99.5 98.2 99.7 75.4 77.5 75.9 77.5 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, March 31, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 10 METRIC TONS) : : : : All : 109,979: 34,010 11,646 12,407 56,423 82,289 102,840 106,342: 7,139 3,637 Old : 85,792: 38,369 9,375 5,067 36,274 68,257 79,710 82,699: 6,082 3,093 Other: 24,187: 2,499 9,129 482 20,149 14,032 23,130 23,643: 1,057 544 : : : : : Changes in Commitments from: March 24, 2009 : : -983: 1,480 -995 -2,654 1,254 4,252 80 603: -1,063 -1,586 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.9 10.6 11.3 51.3 74.8 93.5 96.7: 6.5 3.3 Old : 100.0: 44.7 10.9 5.9 42.3 79.6 92.9 96.4: 7.1 3.6 Other: 100.0: 10.3 37.7 2.0 83.3 58.0 95.6 97.8: 4.4 2.2 : : : :# Traders : Number of Traders in Each Category : All : 127: 43 20 20 49 42 104 74: Old : 122: 43 19 18 42 38 94 69: Other: 64: 15 6 3 27 28 44 35: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.2 44.8 51.4 59.4 31.5 34.8 41.4 47.1 Old : 36.1 46.1 49.9 59.1 34.0 41.9 45.7 54.9 Other: 53.1 56.3 69.0 74.0 48.7 54.0 60.2 69.9 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, March 31, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 112,000 POUNDS) : : : : All : 690,705: 174,129 33,479 64,740 389,661 531,729 628,530 629,948: 62,175 60,757 Old : 690,705: 174,129 33,479 64,740 389,661 531,729 628,530 629,948: 62,175 60,757 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2009 : : 3,338: -548 14,121 -3,825 10,718 -8,780 6,345 1,516: -3,007 1,822 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.2 4.8 9.4 56.4 77.0 91.0 91.2: 9.0 8.8 Old : 100.0: 25.2 4.8 9.4 56.4 77.0 91.0 91.2: 9.0 8.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 201: 68 31 60 74 81 164 155: Old : 201: 68 31 60 74 81 164 155: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.5 28.4 30.7 38.8 11.6 13.1 18.5 20.7 Old : 19.5 28.4 30.7 38.8 11.6 13.1 18.5 20.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COFFEE C - ICE FUTURES U.S. Code-083731 Commitments of Traders - Futures Only, March 31, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 37,500 POUNDS) : : : : All : 142,245: 30,464 21,345 24,250 80,064 90,712 134,778 136,307: 7,467 5,938 Old : 119,055: 34,411 25,134 8,457 70,003 80,094 112,871 113,685: 6,184 5,370 Other: 23,190: 6,798 6,956 5,048 10,061 10,618 21,907 22,622: 1,283 568 : : : : : Changes in Commitments from: March 24, 2009 : : 2,617: 1,364 -1,197 651 2,190 5,214 4,205 4,668: -1,588 -2,051 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.4 15.0 17.0 56.3 63.8 94.8 95.8: 5.2 4.2 Old : 100.0: 28.9 21.1 7.1 58.8 67.3 94.8 95.5: 5.2 4.5 Other: 100.0: 29.3 30.0 21.8 43.4 45.8 94.5 97.6: 5.5 2.4 : : : :# Traders : Number of Traders in Each Category : All : 301: 84 68 62 106 100 230 202: Old : 298: 85 70 56 102 95 223 192: Other: 132: 23 19 13 55 57 84 83: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.1 24.0 35.0 35.2 13.2 14.6 22.3 24.0 Old : 21.7 27.8 34.7 39.7 18.1 20.0 29.7 30.7 Other: 54.0 49.3 66.1 64.3 36.0 36.0 46.7 47.0 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, March 31, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (U.S. DOLLAR INDEX X $1000) : : : : All : 23,205: 11,147 4,480 2,007 9,170 14,433 22,324 20,920: 881 2,285 Old : 23,205: 11,147 4,480 2,007 9,170 14,433 22,324 20,920: 881 2,285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2009 : : -1,473: 514 563 -7 -53 -1,146 454 -590: -1,927 -883 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.0 19.3 8.6 39.5 62.2 96.2 90.2: 3.8 9.8 Old : 100.0: 48.0 19.3 8.6 39.5 62.2 96.2 90.2: 3.8 9.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 50: 14 22 4 9 7 26 31: Old : 50: 14 22 4 9 7 26 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.8 72.6 89.2 81.3 70.0 60.3 75.0 65.8 Old : 75.8 72.6 89.2 81.3 70.0 60.3 75.0 65.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A Commitments of Traders - Futures Only, March 31, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSELL 2000 INDEX X $100.00) : : : : All : 389,676: 26,505 82,957 2,684 350,037 291,465 379,226 377,106: 10,450 12,570 Old : 389,676: 26,505 82,957 2,684 350,037 291,465 379,226 377,106: 10,450 12,570 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2009 : : -9,435: 4,139 -6,548 833 -9,186 138 -4,214 -5,577: -5,221 -3,858 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.8 21.3 0.7 89.8 74.8 97.3 96.8: 2.7 3.2 Old : 100.0: 6.8 21.3 0.7 89.8 74.8 97.3 96.8: 2.7 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 216: 17 47 11 90 101 114 152: Old : 216: 17 47 11 90 101 114 152: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.7 27.3 58.0 38.6 40.1 27.2 52.2 35.8 Old : 45.7 27.3 58.0 38.6 40.1 27.2 52.2 35.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 3, 2009